Salvatore Scognamiglio

University of Naples "Parthenope"

Post Doc Researcher

Department of Management and Quantitative Sciences

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

1,123

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Time-Series Forecasting of Mortality Rates using Deep Learning

Number of pages: 26 Posted: 04 Jun 2020
Francesca Perla, Ronald Richman, Salvatore Scognamiglio and Mario V. Wuthrich
University of Naples Parthenope - Department of Management Studies and Quantitative Methods, Old Mutual Insure, University of Naples "Parthenope" and RiskLab, ETH Zurich
Downloads 534 (66,894)
Citation 10

Abstract:

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Mortality Forecasting, Recurrent Neural Networks, Convolutional Neural Networks, Representation Learning, Time-Series Forecasting, Lee Carter Model, Human Mortality Database

2.

An Investigation of Machine Learning Approaches in the Solvency II Valuation Framework

Number of pages: 25 Posted: 03 Jan 2019
University of Rome I, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, La Sapienza, University of Rome, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, University of Naples "Parthenope" and University of Naples Parthenope - Department of Management Studies and Quantitative Methods
Downloads 527 (68,025)
Citation 4

Abstract:

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Solvency II, Nested Monte Carlo, With-Profit Insurance Policies, Least Squares Monte Carlo, Support Vector Machines, Deep Learning

3.

Calibrating the Lee-Carter and the Poisson Lee-Carter Models Via Neural Networks

Number of pages: 32 Posted: 28 Jun 2021
Salvatore Scognamiglio
University of Naples "Parthenope"
Downloads 51 (481,415)

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Mortality modeling, Multi-population mortality modeling. neural networks, Lee-Carter model, Human Mortality Database

4.

Robust Classification via Support Vector Machines

Number of pages: 10 Posted: 29 Apr 2021
Cass Business School, City, University of London, City University London - Sir John Cass Business School, University of Bologna - Department of Management, University of Naples "Parthenope" and City, University of London
Downloads 11 (717,723)

Abstract:

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support vector machine, robust classification, data uncertainty, extreme empirical loss